+228.4%
UNH vs FLR
+19.7%
+208.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.5% |
| 7D | -4.5% | -3.5% | -1.1% | -4.2% |
| 30D | -6.5% | +4.2% | -10.7% | -6.9% |
| 3M | -6.0% | +8.1% | -14.1% | -7.1% |
| 6M | +33.7% | +21.5% | +12.1% | +30.0% |
| YTD | +16.4% | +36.8% | -20.4% | +11.7% |
| 1Y | +10.1% | +31.2% | -21.1% | +5.9% |
| 3Y | -16.3% | +53.9% | -70.2% | -22.6% |
| 5Y | +2.1% | +243.0% | -240.9% | -15.1% |
| All | +228.4% | +19.7% | +208.6% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling